There's some sophisticated kit on the black market. Vehicles can be unlocked with various methods keyless or keyed, once they're in there's some kit that can start a car even with out a key via the obd port.
This kit is rare and expensive and usually used on more exotic vehicles. However these vans aren't exactly cheap a full Carvelle Exec spec interior can go for £8k to £9k on eBay and that's before you sell and engine £3k-£6k, DSG box £4k -£5k, bumpers, doors, panels, wiring looms, modules, lights etc the right van can be broken and £20k made by a thief for a night's work obviously dependant on vehicle spec.
So whilst aftermarket kit doesn't stop a thief having a go it sure as hell slows them down. Suppose it depends on how much you want to protect your van really.
On the other hand it could be worse. The Mercedes Sprinter is the most stolen followed by the Ford Transit so there's a silver lining to owning a Transporter along side the fact they're cooler than any other van and in most cases a better van all round.